-8.5%
RGTI vs DXCM
+8.9%
-17.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +0.8% |
| 7D | +0.5% | -5.5% | +6.0% | +0.8% |
| 30D | -17.1% | -8.6% | -8.5% | -16.7% |
| 3M | -26.0% | +10.3% | -36.3% | -25.8% |
| 6M | -9.9% | +25.2% | -35.1% | -10.0% |
| YTD | -31.1% | +25.1% | -56.2% | -30.4% |
| 1Y | -8.5% | +9.2% | -17.8% | -11.6% |
| All | -8.5% | +8.9% | -17.4% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded DXCM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling